Convergence rate of CLT for the drift estimation of sub-fractional Ornstein–Uhlenbeck process of second kind
In this paper, we deal with an Ornstein–Uhlenbeck process driven by sub-fractional Brownian motion of the second kind with Hurst index $H\in (\frac{1}{2},1)$. We provide a least squares estimator (LSE) of the drift parameter based on continuous-time observations. The strong consistency and the upper...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
VTeX
2021-05-01
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| Series: | Modern Stochastics: Theory and Applications |
| Subjects: | |
| Online Access: | https://www.vmsta.org/doi/10.15559/21-VMSTA179 |